+109.7%
UL vs RCAT
-99.8%
+209.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | +1.1% | -5.9% | +7.1% | +1.1% |
| 30D | +4.5% | -19.7% | +24.2% | +4.5% |
| 3M | +6.5% | -62.9% | +69.3% | +6.7% |
| 6M | +18.2% | -59.6% | +77.7% | +18.3% |
| YTD | +4.7% | -52.1% | +56.8% | +4.7% |
| 1Y | +0.8% | -50.9% | +51.7% | +0.7% |
| 3Y | +35.9% | +333.8% | -297.9% | +34.2% |
| 5Y | +33.4% | +40.7% | -7.3% | +32.0% |
| All | +109.7% | -99.8% | +209.6% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling